You have to trust your trading system. You have to trust your set-up, you have to trust your money management and you have to trust your exit strategy. If you don't, you're likely to change your system before it has had a chance to prove itself.
Let's look at an example. Say you have a system that provides 50% winners and 50% losers. A winning trade will make you 10 (pips, dollars, gold bars, doesn't matter) a losing trade will cost you 7. That means that in the long term, executing 100 trades will turn an average net profit of 50x3 = 150. So your Expected Value is 1,5 per trade.
That doesn't mean you will make 150 profit every time you execute 100 trades. A random sample of 100 trades could easily show 80 winners and 20 losers, or the other way around. But in the long run you will turn that average net profit of 1,5 per trade. That is, if you stick to the system.
If you don't trust your system, you'll switch too soon to another system and you'll never find out whether or not that system (or any other trading system) works or not. Of course you can backtest your system, and doing so will help you fine-tune it before going live, but many traders still have difficulty following a system even after it has proven itself in a solid backtest. As soon as they start trading with real money, doubt creeps in after only a couple of losing trades, and then the tweaking, changing, distrusting begins. Before long, many traders have switched to a new system entirely, after which the process repeats itself.
Of course you can tweak your system - and you should - but do it sparingly, and mindfully. You've spend time building the system, tracking the system, evaluating your system. Only when you find a leak over a longer period of time should you adjust the system.
If you don't trust the system while you're in a trade, you'll become impatient. Impatience makes you exit too soon - afraid that profits will dissipate - or too late, because you don't want to take a loss.
Once you're in the trade and for as long you're in the trade, you have to trust the system.